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/**
\file gsl_simplex.hpp
*/
#ifndef GSL_SIMPLEX_METHOD
#define GSL_SIMPLEX_METHOD
#define OPT_HEADER
#include <core/optimizer.hpp>
//#include <blitz/array.h>
#include <vector>
#include <limits>
#include <cassert>
#include <cmath>
#include <algorithm>
#include <gsl_multimin.h>
#include <iostream>
namespace opt_utilities
{
/**
\brief object function of the gsl simplex function
*/
template <typename rT,typename pT>
double gsl_func_adapter(const gsl_vector* v,void* params)
{
pT temp;
temp.resize(v->size);
for(size_t i=0;i<get_size(temp);++i)
{
set_element(temp,i,gsl_vector_get(v,i));
}
return ((func_obj<rT,pT>*)params)->eval(temp);
}
/**
\brief wrapper for the gsl simplex optimization method
\tparam return type of the object function
\tparam param type of the object function
*/
template <typename rT,typename pT>
class gsl_simplex
:public opt_method<rT,pT>
{
public:
typedef pT array1d_type;
typedef rT T;
private:
func_obj<rT,pT>* p_fo;
optimizer<rT,pT>* p_optimizer;
//typedef blitz::Array<rT,2> array2d_type;
private:
array1d_type start_point;
array1d_type end_point;
private:
rT threshold;
private:
rT func(const pT& x)
{
assert(p_fo!=0);
return p_fo->eval(x);
}
public:
gsl_simplex()
:threshold(1e-4)
{}
virtual ~gsl_simplex()
{
};
gsl_simplex(const gsl_simplex<rT,pT>& rhs)
:p_fo(rhs.p_fo),p_optimizer(rhs.p_optimizer),
start_point(rhs.start_point),
end_point(rhs.end_point),
threshold(rhs.threshold)
{
}
gsl_simplex<rT,pT>& operator=(const gsl_simplex<rT,pT>& rhs)
{
threshold=rhs.threshold;
p_fo=rhs.p_fo;
p_optimizer=rhs.p_optimizer;
opt_eq(start_point,rhs.start_point);
opt_eq(end_point,rhs.end_point);
}
opt_method<rT,pT>* do_clone()const
{
return new gsl_simplex<rT,pT>(*this);
}
void do_set_start_point(const array1d_type& p)
{
start_point.resize(get_size(p));
opt_eq(start_point,p);
}
void do_set_precision(rT t)
{
threshold=t;
}
void do_set_optimizer(optimizer<rT,pT>& o)
{
p_optimizer=&o;
p_fo=p_optimizer->ptr_func_obj();
}
pT do_optimize()
{
const gsl_multimin_fminimizer_type *T =
gsl_multimin_fminimizer_nmsimplex;
gsl_multimin_fminimizer *s = NULL;
gsl_vector *ss, *x;
gsl_multimin_function minex_func;
size_t iter = 0;
int status;
double size;
/* Starting point */
x = gsl_vector_alloc (get_size(start_point));
// gsl_vector_set (x, 0, 5.0);
//gsl_vector_set (x, 1, 7.0);
for(size_t i=0;i!=get_size(start_point);++i)
{
gsl_vector_set(x,i,get_element(start_point,i));
}
/* Set initial step sizes to 1 */
ss = gsl_vector_alloc (get_size(start_point));
gsl_vector_set_all (ss, 1.0);
//foo f;
/* Initialize method and iterate */
minex_func.n = get_size(start_point);
minex_func.f = &gsl_func_adapter<double,std::vector<double> >;
minex_func.params = (void *)p_fo;
s = gsl_multimin_fminimizer_alloc (T, get_size(start_point));
gsl_multimin_fminimizer_set (s, &minex_func, x, ss);
do
{
iter++;
status = gsl_multimin_fminimizer_iterate(s);
if (status)
{
break;
}
//std::cerr<<"threshold="<<threshold<<std::endl;
size = gsl_multimin_fminimizer_size (s);
status = gsl_multimin_test_size (size, threshold);
if (status == GSL_SUCCESS)
{
//printf ("converged to minimum at\n");
}
//printf ("%5d %10.3e %10.3ef f() = %7.3f size = %.3f\n",
//iter,
//gsl_vector_get (s->x, 0),
//gsl_vector_get (s->x, 1),
// s->fval, size);
}
while (status == GSL_CONTINUE);
/*
foo f;
gsl_vector_set (x, 0, 0.0);
gsl_vector_set (x, 1, 0.0);
cout<<"fdsa ";
cout<<gsl_func_adapter<double,vector<double> >(x,(void*)&f)<<endl;;
*/
end_point.resize(get_size(start_point));
for(size_t i=0;i<get_size(start_point);++i)
{
set_element(end_point,i,gsl_vector_get(s->x,i));
}
gsl_vector_free(x);
gsl_vector_free(ss);
gsl_multimin_fminimizer_free (s);
return end_point;
}
};
}
#endif
//EOF
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